Ninjabot Portfolio Balancer
Example of strategy that balances a given portfolio with weights.
Related Discussion: https://github.com/rodrigo-brito/ninjabot/discussions/65
Downloading Data
ninjabot download --pair BTCUSDT --timeframe 1d --days 365 --output ./data/btc.csv
ninjabot download --pair ETHUSDT --timeframe 1d --days 365 --output ./data/eth.csv
ninjabot download --pair DOTUSDT --timeframe 1d --days 365 --output ./data/dot.csv
ninjabot download --pair ADAUSDT --timeframe 1d --days 365 --output ./data/ada.csv
How to execute
go run main.go
Teorical Wallet
20% of BTC
20% of ETH
20% of DOT
20% of ADA
20% of USDT (free cash)
The strategy will buy or sell each week to balance the portfolio.
Backtest result
INFO[2021-11-19 22:45] [SETUP] Using paper wallet
INFO[2021-11-19 22:45] [SETUP] Initial Portfolio = 1000.000000 USDT
+---------+--------+-----+------+---------+--------+---------+----------+
| PAIR | TRADES | WIN | LOSS | % WIN | PAYOFF | PROFIT | VOLUME |
+---------+--------+-----+------+---------+--------+---------+----------+
| ETHUSDT | 24 | 24 | 0 | 100.0 % | 0.000 | 755.49 | 2747.22 |
| ADAUSDT | 22 | 22 | 0 | 100.0 % | 0.000 | 1293.77 | 3982.54 |
| BTCUSDT | 19 | 15 | 4 | 78.9 % | 1.185 | 220.34 | 3471.36 |
| DOTUSDT | 24 | 19 | 5 | 79.2 % | 8.688 | 990.18 | 4027.96 |
+---------+--------+-----+------+---------+--------+---------+----------+
| TOTAL | 89 | 80 | 9 | 89.9 % | 2.596 | 3259.78 | 14229.09 |
+---------+--------+-----+------+---------+--------+---------+----------+
--------------
WALLET SUMMARY
--------------
619.457127 ADA = 948.361987 USDT
0.019902 BTC = 1819.799873 USDT
26.713543 DOT = 2450.025785 USDT
0.272265 ETH = 3010.440556 USDT
TRADING VOLUME
ADAUSDT = 3982.54 USDT
BTCUSDT = 3471.36 USDT
DOTUSDT = 4027.96 USDT
ETHUSDT = 2747.22 USDT
1249.341469 USDT
--------------
START PORTFOLIO = 1000.00 USDT
FINAL PORTFOLIO = 4259.78 USDT
GROSS PROFIT = 3259.782025 USDT (325.98%)
MARKET (B&H) = 784.12%
MAX DRAWDOWN = -37.48 %
VOLUME = 14229.09 USDT
COSTS (0.001*V) = 14.23 USDT (ESTIMATION)
--------------
